ECBOT 5 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 122-212 122-287 0-075 0.2% 123-112
High 122-312 123-032 0-040 0.1% 123-127
Low 122-202 122-265 0-063 0.2% 122-167
Close 122-307 123-027 0-040 0.1% 122-182
Range 0-110 0-087 -0-023 -20.9% 0-280
ATR 0-096 0-095 -0-001 -0.7% 0-000
Volume 189,021 200,787 11,766 6.2% 1,453,425
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 123-262 123-232 123-075
R3 123-175 123-145 123-051
R2 123-088 123-088 123-043
R1 123-058 123-058 123-035 123-073
PP 123-001 123-001 123-001 123-009
S1 122-291 122-291 123-019 122-306
S2 122-234 122-234 123-011
S3 122-147 122-204 123-003
S4 122-060 122-117 122-299
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 125-145 124-284 123-016
R3 124-185 124-004 122-259
R2 123-225 123-225 122-233
R1 123-044 123-044 122-208 122-314
PP 122-265 122-265 122-265 122-241
S1 122-084 122-084 122-156 122-034
S2 121-305 121-305 122-131
S3 121-025 121-124 122-105
S4 120-065 120-164 122-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-032 122-167 0-185 0.5% 0-095 0.2% 97% True False 185,172
10 123-127 122-167 0-280 0.7% 0-093 0.2% 64% False False 262,747
20 123-127 122-090 1-037 0.9% 0-099 0.3% 72% False False 356,870
40 123-127 122-090 1-037 0.9% 0-085 0.2% 72% False False 240,363
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-082
2.618 123-260
1.618 123-173
1.000 123-119
0.618 123-086
HIGH 123-032
0.618 122-319
0.500 122-308
0.382 122-298
LOW 122-265
0.618 122-211
1.000 122-178
1.618 122-124
2.618 122-037
4.250 121-215
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 123-014 122-318
PP 123-001 122-289
S1 122-308 122-260

These figures are updated between 7pm and 10pm EST after a trading day.

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